-21.2%
TSLL vs MRSH
-10.9%
-10.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -1.7% |
| 7D | +5.1% | -5.9% | +11.0% | +0.4% |
| 30D | +20.0% | -7.3% | +27.3% | +13.2% |
| 3M | -23.8% | +7.4% | -31.2% | -18.6% |
| 6M | -30.3% | -0.7% | -29.6% | -25.5% |
| YTD | -47.7% | -3.2% | -44.5% | -43.8% |
| 1Y | -21.2% | -10.6% | -10.6% | -11.9% |
| All | -21.2% | -10.9% | -10.3% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MRSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling